Adam Hayes, Ph.D., CFA, is a financial writer with 15+ years Wall Street experience as a derivatives trader. Besides his extensive derivative trading expertise, Adam is an expert in economics and ...
This paper extends the Pearson chi-square testing method to nondynamic parametric econometric models, in particular, to models with covariates. The paper establishes the asymptotic distribution of the ...
The chi-square test, likelihood ratio test, and other goodness of fit tests in a family are shown to have monotonic power functions, and hence are unbiased, for testing a simple hypothesis that all ...
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